(translated from the Dutch version) (assuming you work with Outlook XP and not Outlook express 6 for Windows XP)

Go to Extra - > Options. Click tab Email-settings and make sure there is a tick at 'At connection immediately Send and Receive Mail', then click Send/Receive button. Choose your emailgroup (usually one, selected by default) and place a tick at the first two options ('Add this group to Send/receive' and 'Send and receive every x minutes').
Tadaaa!